Between the cold air and the furnace running ........... the air can get pretty dry here in MI . Without a Humidifier it would be about 30 R.H. but I keep it about 40 R.H.
Biggest issue is when the furnace is an 80% (or less) AFUE unit that draws it's combustion air from inside the house. That combustion air is made up by cold, dry outside air leaking into the house.
Newer 90% (or higher) AFUE furnaces draw their combustion air from outside the house, usually via a PVC pipe connected to an air inlet on the side of the house. (Make sure this doesn't get blocked with snow...)
Bloke I used to work with installed a shower curtain, and struck the roof fan/heater power cord with a screw....
His wife reported shocks, he didn't have them...turned out he didn't use the roof heater when showering.